A function to calculate unit-specific principal components, given panel data
Usage
get_principal_components(
xformula,
data,
idname,
tname,
n_components = NULL,
ret_wide = FALSE,
ret_id = FALSE
)Arguments
- xformula
a formula specifying the variables to use in the principal component analysis
- data
a data.frame containing the panel data
- idname
the name of the column containing the unit id
- tname
the name of the column containing the time period
- n_components
the number of principal components to retain, the default is NULL which will result in all principal components being retained
- ret_wide
whether to return the data in wide format (where the number of rows is equal to n = length(unique(data[[idname]])) or long format (where the number of rows is equal to nT = nrow(data)). The default is FALSE, so that long data is returned by default.
- ret_id
whether to return the id column in the output data.frame. The default is FALSE.